Sib. Èlektron. Mat. Izv., 2021 Volume 18, Issue 2, Pages 817–826
(Mi semr1402)
This article is cited in
2 papers
Probability theory and mathematical statistics Moderate deviations principle for independent random variables under sublinear expectations Q. Q. Zhou a ,
A. V. Logachov bcd a School of Sciences, Nanjing University of Posts and Telecommunications, Nanjing, 210023, China b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia c Dep. of High Math., Siberian State University of Geosystems and Technologies, 10, Plahotnogo str., Novosibirsk, 630108, Russia d Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, pr. K. Marks ave., Novosibirsk, 630073, Russia Abstract:
In this paper, we obtain the moderate deviations principle for a sums of weak independent random variables under sublinear expectations. Unlike known results, we will not require that random variables have the identical distribution.
Keywords:
large deviations principle, moderate deviations principle, weak independence, sublinear expectation.
UDC:
519.21
MSC: 60F10 ,
60A99 Received December 26, 2020 , published
July 16, 2021
Language: English
DOI:
10.33048/semi.2021.18.060
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